+277.2%
CG vs XME
+142.1%
+135.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.2% | -3.3% |
| 7D | -1.5% | +5.3% | -6.8% | -4.0% |
| 30D | +5.7% | -8.2% | +13.9% | +10.1% |
| 3M | -17.9% | -18.4% | +0.5% | -9.6% |
| 6M | -20.2% | -22.8% | +2.6% | -10.5% |
| YTD | -32.0% | -7.9% | -24.1% | -31.2% |
| 1Y | -27.0% | -0.9% | -26.2% | -29.0% |
| 3Y | +42.8% | +96.0% | -53.2% | -1.7% |
| 5Y | -23.4% | +110.3% | -133.8% | -49.2% |
| 10Y | +278.2% | +272.8% | +5.3% | +78.4% |
| All | +277.2% | +142.1% | +135.2% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling